+18,884.5%
LRCX vs CHRW
+3,791.5%
+15,093.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.4% | -3.4% |
| 7D | +12.7% | +7.3% | +5.4% | +9.3% |
| 30D | -21.3% | -3.6% | -17.7% | -20.4% |
| 3M | -32.9% | -9.6% | -23.3% | -30.8% |
| 6M | -23.4% | -17.0% | -6.4% | -19.5% |
| YTD | +32.4% | -15.4% | +47.8% | +35.6% |
| 1Y | +48.0% | -10.0% | +58.0% | +47.3% |
| 3Y | +243.9% | +82.2% | +161.8% | +126.5% |
| 5Y | +280.6% | +59.4% | +221.3% | +163.5% |
| 10Y | +2,547.5% | +129.7% | +2,417.8% | +1,362.6% |
| All | +18,884.5% | +3,791.5% | +15,093.0% | +1,917.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling